A path-following infeasible interior-point algorithm for semidefinite programming
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Abstract:
We present a new algorithm obtained by changing the search directions in the algorithm given in [8]. This algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only the full Nesterov-Todd (NT)step. Moreover, we obtain the currently best known iteration bound for the infeasible interior-point algorithms with full NT steps, namely O(nlogn/e) , which is as good as the linear analogue.
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Journal title
volume 3 issue None
pages 11- 30
publication date 2012-04
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